+75.6%
MRK vs FIGR
+1.6%
+74.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -2.0% |
| 7D | -5.0% | +1.0% | -6.0% | -5.0% |
| 30D | +11.0% | +31.4% | -20.4% | +12.4% |
| 3M | +22.4% | +30.3% | -7.9% | +24.3% |
| 6M | +25.4% | -7.6% | +33.0% | +25.5% |
| YTD | +39.5% | -10.5% | +49.9% | +40.8% |
| All | +75.6% | +1.6% | +74.0% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FIGR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling